+78.5%
IREN vs QBTS
+69.1%
+9.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.3% |
| 7D | +4.8% | -1.0% | +5.7% | +5.0% |
| 30D | +9.8% | -17.6% | +27.4% | +13.8% |
| 3M | -15.3% | -28.3% | +13.0% | -10.1% |
| 6M | +14.5% | -11.2% | +25.7% | +16.2% |
| YTD | +15.5% | -36.3% | +51.8% | +23.9% |
| 1Y | +29.8% | +3.9% | +25.9% | +29.8% |
| 3Y | +834.5% | +1,728.8% | -894.3% | +487.4% |
| All | +78.5% | +69.1% | +9.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling